CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.8078	2.22
$α$	0.1520	8.68
$β$	0.7978	36.45
$γ_{1}$	0.1826	1.70
$γ_{2}$	-0.2482	-1.77
$γ_{3}$	0.0309	0.38
$γ_{4}$	0.1710	1.83
$γ_{5}$	-0.2580	-2.70
$γ_{6}$	0.1280	1.53
$γ_{7}$	0.0172	0.26
$γ_{8}$	0.0200	0.34
$γ_{9}$	-0.4728	-6.67

V-Lab

Chase Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Chase Corp Analyses